+43.5%
F vs EMR
+85.7%
-42.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | +1.6% | -1.6% | +3.1% | +2.3% |
| 30D | +2.6% | +2.0% | +0.7% | +1.6% |
| 3M | -8.8% | +3.8% | -12.6% | -10.7% |
| 6M | +4.6% | +10.5% | -5.9% | -1.1% |
| YTD | -1.9% | +23.7% | -25.6% | -13.3% |
| 1Y | -0.8% | +25.4% | -26.2% | -13.0% |
| 3Y | +43.5% | +86.6% | -43.1% | -3.3% |
| All | +43.5% | +85.7% | -42.2% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling